+6,706.3%
CME vs CNI
+2,449.5%
+4,256.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.9% | +2.5% | -5.4% | -4.1% |
| 30D | +5.5% | -2.5% | +8.0% | +6.8% |
| 3M | +11.0% | +2.7% | +8.2% | +9.0% |
| 6M | -9.7% | +16.9% | -26.6% | -17.8% |
| YTD | +4.9% | +26.3% | -21.5% | -8.8% |
| 1Y | +10.1% | +31.1% | -21.0% | -6.5% |
| 3Y | +53.5% | +21.1% | +32.4% | +31.0% |
| 5Y | +77.2% | +11.0% | +66.1% | +54.0% |
| 10Y | +282.1% | +128.1% | +154.0% | +103.2% |
| All | +6,706.3% | +2,449.5% | +4,256.9% | +1,082.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling